+218.9%
NVO vs CFG
+216.2%
+2.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | +3.3% | +3.2% | +0.1% | +2.9% |
| 30D | +9.2% | +5.1% | +4.1% | +8.6% |
| 3M | -9.8% | -11.2% | +1.5% | -8.6% |
| 6M | -10.4% | +9.6% | -20.0% | -11.4% |
| YTD | -14.1% | +15.0% | -29.1% | -15.5% |
| 1Y | -11.1% | +29.9% | -41.0% | -13.6% |
| 3Y | -54.9% | +192.1% | -247.0% | -59.8% |
| 5Y | -17.4% | +62.3% | -79.7% | -22.9% |
| All | +218.9% | +216.2% | +2.7% | +170.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling